Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47523.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46128.8 Kr¶

PnL: ---------------------------------------> -759.77 Kr¶

DD now: ---------------------------------> -2.275 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:58:15.309922'

Anic Portfolio¶

This Week¶

Return: -1.34 %¶

Total¶

Return: 55.546 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.050000 3140.800000 169.800000 5.720000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.050000 425.600000 70.600000 19.890000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -0.890000 709.200000 36.200000 5.380000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.780000 260.160000 14.160000 5.760000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.340000 585.640000 11.640000 2.030000 573.999998
Norva24 Group 16 -3.780000 554.240000 11.240000 2.070000 543.000000
Karnov Group 9 3.050000 547.200000 11.200000 2.090000 536.000004
Boozt 12 2.060000 1664.400000 10.400000 0.630000 1653.999996
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Midsona B 63 -2.080000 592.200000 9.200000 1.580000 582.999984
Intrum 4 -0.560000 533.000000 6.000000 1.140000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Essity B 2 -0.660000 576.200000 2.200000 0.380000 574.000000
AcadeMedia 12 0.740000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.500000 561.600000 -2.400000 -0.430000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
Nordea Bank Abp 29 -1.310000 3445.200000 -8.800000 -0.250000 3453.999992
CTEK 13 0.940000 517.920000 -16.080000 -3.010000 533.999999
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
SAAB B 8 -0.410000 3286.400000 -90.600000 -2.680000 3377.000000
Vivesto 1368 -5.980000 520.390000 -92.610000 -15.110000 612.999432
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.510000 3560.700000 -195.300000 -5.200000 3756.000001
Fasadgruppen Group 35 -2.260000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46118.310000 -770.260000 -2.29639% 46888.564618

Updated:¶

'2023-01-13 16:57:46.737256'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶